+96.4%
NI vs D
+8.5%
+87.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +0.9% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | -1.7% | -0.7% | -0.9% | -1.2% |
| 3M | -8.0% | +2.1% | -10.1% | -9.1% |
| 6M | -8.6% | +6.8% | -15.5% | -12.4% |
| YTD | +2.3% | +16.5% | -14.2% | -6.9% |
| 1Y | +6.9% | +19.2% | -12.2% | -4.2% |
| 3Y | +70.6% | +61.9% | +8.7% | +23.1% |
| 5Y | +96.4% | +6.5% | +89.8% | +97.4% |
| All | +96.4% | +8.5% | +87.8% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling